CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5573 |
1.5707 |
0.0134 |
0.9% |
1.5363 |
| High |
1.5667 |
1.5755 |
0.0088 |
0.6% |
1.5667 |
| Low |
1.5550 |
1.5695 |
0.0145 |
0.9% |
1.5284 |
| Close |
1.5665 |
1.5755 |
0.0090 |
0.6% |
1.5665 |
| Range |
0.0117 |
0.0060 |
-0.0057 |
-48.7% |
0.0383 |
| ATR |
0.0111 |
0.0109 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
139,706 |
64,492 |
-75,214 |
-53.8% |
1,092,597 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5915 |
1.5895 |
1.5788 |
|
| R3 |
1.5855 |
1.5835 |
1.5772 |
|
| R2 |
1.5795 |
1.5795 |
1.5766 |
|
| R1 |
1.5775 |
1.5775 |
1.5761 |
1.5785 |
| PP |
1.5735 |
1.5735 |
1.5735 |
1.5740 |
| S1 |
1.5715 |
1.5715 |
1.5750 |
1.5725 |
| S2 |
1.5675 |
1.5675 |
1.5744 |
|
| S3 |
1.5615 |
1.5655 |
1.5739 |
|
| S4 |
1.5555 |
1.5595 |
1.5722 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6688 |
1.6559 |
1.5876 |
|
| R3 |
1.6305 |
1.6176 |
1.5770 |
|
| R2 |
1.5922 |
1.5922 |
1.5735 |
|
| R1 |
1.5793 |
1.5793 |
1.5700 |
1.5858 |
| PP |
1.5539 |
1.5539 |
1.5539 |
1.5571 |
| S1 |
1.5410 |
1.5410 |
1.5630 |
1.5475 |
| S2 |
1.5156 |
1.5156 |
1.5595 |
|
| S3 |
1.4773 |
1.5027 |
1.5560 |
|
| S4 |
1.4390 |
1.4644 |
1.5454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5755 |
1.5284 |
0.0471 |
3.0% |
0.0092 |
0.6% |
100% |
True |
False |
183,824 |
| 10 |
1.5755 |
1.5185 |
0.0570 |
3.6% |
0.0089 |
0.6% |
100% |
True |
False |
196,740 |
| 20 |
1.5755 |
1.4606 |
0.1149 |
7.3% |
0.0089 |
0.6% |
100% |
True |
False |
183,847 |
| 40 |
1.5755 |
1.4432 |
0.1323 |
8.4% |
0.0085 |
0.5% |
100% |
True |
False |
179,478 |
| 60 |
1.5755 |
1.4327 |
0.1428 |
9.1% |
0.0086 |
0.5% |
100% |
True |
False |
162,052 |
| 80 |
1.5755 |
1.4327 |
0.1428 |
9.1% |
0.0078 |
0.5% |
100% |
True |
False |
133,922 |
| 100 |
1.5755 |
1.4158 |
0.1597 |
10.1% |
0.0068 |
0.4% |
100% |
True |
False |
107,369 |
| 120 |
1.5755 |
1.4079 |
0.1676 |
10.6% |
0.0063 |
0.4% |
100% |
True |
False |
89,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6010 |
|
2.618 |
1.5912 |
|
1.618 |
1.5852 |
|
1.000 |
1.5815 |
|
0.618 |
1.5792 |
|
HIGH |
1.5755 |
|
0.618 |
1.5732 |
|
0.500 |
1.5725 |
|
0.382 |
1.5718 |
|
LOW |
1.5695 |
|
0.618 |
1.5658 |
|
1.000 |
1.5635 |
|
1.618 |
1.5598 |
|
2.618 |
1.5538 |
|
4.250 |
1.5440 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5745 |
1.5721 |
| PP |
1.5735 |
1.5687 |
| S1 |
1.5725 |
1.5653 |
|